Fluid heuristics, Lyapunov bounds and efficient importance sampling for a heavy-tailed G/G/1 queue

Queueing Systems

Volumn 57, Issue 2-3, 2007, Pages 99-113

  Blanchet, J ^a   Glynn, P ^b   Liu, J C ^a  

^a HARVARD UNIVERSITY   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

Change of measure; Fluid heuristics; Heavy tails; Lyapunov bounds; Rare event simulation; Single server queue; State dependent importance sampling

Indexed keywords

QUEUEING THEORY;

CHANGE OF MEASURE; HEAVY-TAILS; RARE EVENT SIMULATION; SINGLE SERVER QUEUE; STATE-DEPENDENT;

IMPORTANCE SAMPLING;

EID: 36749026687     PISSN: 02570130     EISSN: 15729443     Source Type: Journal    
DOI: 10.1007/s11134-007-9047-4     Document Type: Article

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